Publicaciones en colaboración con investigadores/as de Universidade do Algarve (3)

2008

  1. A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity

    Statistical Papers, Vol. 49, Núm. 3, pp. 581-593

2007

  1. Testing for causality in variance under nonstationarity in variance

    Economics Letters, Vol. 97, Núm. 2, pp. 133-137

2005

  1. The performance of unit root tests under level-dependent heteroskedasticity

    Economics Letters, Vol. 89, Núm. 3, pp. 262-268